Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.604 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49007.01 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44837.41 Kr¶

PnL: ---------------------------------------> -110.59 Kr¶

DD now: ---------------------------------> -7.743 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:27:22.665081'

Anic Portfolio¶

Today¶

Return: -0.601 %¶

This Week¶

Return: -0.601 %¶

Total portfolio value¶

Return including deposits: 60.436 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.250000 1662.480000 194.940000 13.280000 1467.540000
Sedana Medical 93 2.000000 2564.940000 50.220000 2.000000 2514.720000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
JM 6 1.600000 876.000000 13.800000 1.600000 862.200000
Catena 2 1.520000 801.600000 12.000000 1.520000 789.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Orrön Energy 180 0.310000 2046.600000 9.000000 0.440000 2037.600000
Sagax B 4 0.940000 860.000000 8.000000 0.940000 852.000000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
Platzer Fastigheter Holding B 12 0.630000 964.800000 6.000000 0.630000 958.800000
Biotage 7 0.450000 943.600000 4.200000 0.450000 939.400000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
ASSA ABLOY B 3 0.270000 779.100000 2.100000 0.270000 777.000000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Hexatronic Group 12 0.070000 965.280000 0.720000 0.070000 964.560000
AcadeMedia 8 -0.300000 401.600000 0.400000 0.100000 401.200000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
EQT 4 -0.240000 827.600000 -2.000000 -0.240000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.450000 933.750000 -4.250000 -0.450000 938.000000
Addnode Group B 11 -0.480000 914.100000 -4.400000 -0.480000 918.500000
Byggmax Group 33 -0.550000 949.080000 -5.280000 -0.550000 954.360000
OX2 13 -1.230000 936.000000 -11.700000 -1.230000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -2.470000 940.800000 -23.800000 -2.470000 964.600000
Vitec Software Group B 2 -3.040000 1051.000000 -33.000000 -3.040000 1084.000000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.160000 819.600000 -35.600000 -4.160000 855.200000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Indutrade 5 -3.750000 1169.000000 -45.500000 -3.750000 1214.500000
Bufab 3 -4.500000 1056.600000 -49.800000 -4.500000 1106.400000
Hexagon B 26 -1.510000 3399.500000 -52.000000 -1.510000 3451.500000
BHG Group 97 -7.200000 1351.210000 -103.790000 -7.130000 1455.000000
TOTAL 44837.410000 -110.590000 -7.74344% 44948.000000

Updated:¶

'2023-07-03 16:27:39.424018'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶